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GBP TWI Break Analysis…

In the following I us an R package BFAST designed to detect strucutural breaks in time series.The script Iteratively detects breaks in the seasonal and trend component of a time series. The first chart shows the various break and fitted regressions. The second chart shows the deviations from the regression lines and 95% interval of confidence. This can be used as an overbought/oversold indicator. Anyway, just work in progress…so any input / suggestions are always welcome as usual. Feel free to contact me at:Pierre@argonautae.com